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RBA Glossary definition for VAR models

VAR models – Vector Auto Regression models

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Firms' Price-setting Behaviour: Insights from Earnings Calls

11 Sep 2023 RDP 2023-06
Callan Windsor and Max Zang
CPI inflation. 0.59 (earnings calls lead). Note: (a) Bivariate vector autoregressions (VARs) of the form:. ... The models do not perform as well when classifying paragraphs into the future tense.
https://www.rba.gov.au/publications/rdp/2023/2023-06/full.html